+8.9%
DOCS vs PBF
+65.3%
-56.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | -1.4% | +4.3% | -5.7% | -1.7% |
| 30D | +21.8% | +22.0% | -0.2% | +20.2% |
| 3M | +27.3% | +74.5% | -47.2% | +21.7% |
| 6M | -0.3% | +67.7% | -68.0% | -4.9% |
| YTD | -40.5% | +179.2% | -219.7% | -46.0% |
| 1Y | -61.5% | +170.0% | -231.5% | -65.2% |
| All | +8.9% | +65.3% | -56.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling